+1,053.2%
IJH vs AGI
+5,307.1%
-4,254.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -1.9% | -2.7% | +0.9% | -1.7% |
| 30D | -4.6% | +7.2% | -11.9% | -5.1% |
| 3M | -1.2% | +4.3% | -5.4% | -1.6% |
| 6M | +9.4% | -27.1% | +36.5% | +11.0% |
| YTD | +13.3% | -6.6% | +19.9% | +13.1% |
| 1Y | +13.4% | +9.5% | +3.9% | +12.0% |
| 3Y | +50.4% | +208.4% | -158.0% | +39.6% |
| 5Y | +49.0% | +401.6% | -352.7% | +33.9% |
| 10Y | +182.6% | +387.3% | -204.7% | +146.7% |
| All | +1,053.2% | +5,307.1% | -4,254.0% | +815.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling